I don't know if this could be considered a feature request. Anyway:
the version of the package 'ntheorem' included in Miktex is 1.203 (date 2002/01/07). On CTAN, however you can find version 1.25 (date 2005/07/07): these are really different version (there are some commands and options in the newer version that you cannot find in the older one).
Maybe there are some good reasons for using an older version, I don't know.
Thank you in advance